Collected here are general recommendations for getting the most out of your time studying languages as well as explanations as to why the listed "good ideas" work. I've spent a lot of time studying a lot of different languages, so I share my experiences here in hope that you can not waste time repeating mistakes that I've had to work through.
Below are some tips/hints on language learning I've developed over the last decade or so. They should be adequately general to apply to studying any (living) language.
In general, I think "Immersion" approaches to language learning are best. This doesn't mean you have to pretend to be a four year old (you can never go back there), but rather to always expose yourself to language in the context of meaning. Don't just try to "study" some words, find uses for those words and observe how skilled speakers use them. This could mean lots of things: cooking with your grandmother, watching videos on the Internet, loitering in a supermarket... Learn by observing (speech) behavior.
Do learn the formal grammar of languages you are studying—by this I mean what are the different (word) forms used in a language and where are they used? For an Indo-European language, this probably means being able to reproduce charts of verb conjugations, noun declensions, and so forth.
The reason you have to do this is so that you can learn to do things the right way. The aforementioned "immersion approach" is necessary to see the correct use of a language. However, if the grammar of a language you are studying is already systematically laid out somewhere, why not speed up the learning process through some discipline and memorization?
Do memorize the forms and also know the terminology to talk about grammar (e.g. "use the genitive form after such and such preposition"), but do not concern yourself with translating everything in your head. This is one thing the study of modern languages (over the past couple hundred years at least) has taught us—to learn a language is to learn to speak. You learn grammar by repeatedly being exposed to and using correct forms.
I find it productive to accept the authority of "native speakers" on the language(s) they speak. Your goal is to successfully reproduce certain patterns, so don't argue with people that can do what you can't. Instead, try to see how they are right ("in their own way"), even if what they are saying goes against your other learning. This may be difficult for linguists who have learned to hate prescriptive grammar.
When approaching new things, we often carry with us "theoretical baggage". Someone might approach Spanish, for instance, assuming that there aren't really two genders but all of this is a social construct. And so, they might only be willing to think of Spanish in terms of "having two arbitrary noun categories". Abuela probably has no idea what you're talking about and likely isn't interested in using your Critical Theory™ to desconstruct her worldview.
It is better to listen and learn first; the time to speak freely may come, but especially while learning it is best to not get too caught up in whatever neurolinguistically motivated theory you might have read about last.
Take all explanations with a grain of salt. Focus on learning to reproduce patterns first, and only later be concerned with "explaining" those patterns, if you find that fun. Don't be a nerd, explaining everything for eons. Just do.
Above all, keep motivation high, which often means listening to boredom (think: why am I bored?) and avoiding complicated explanations, which are usually boring. Classrooms are infamous for making fun things boring; get out of the classroom if that is how you find motivation.
If you are just starting to learn some other language, a good question to ask may be why am I learning this particular language? A good answer to this question from the outset (e.g. "I'm learning Vietnamese to speak with my cousins in Vietnam") is all you need to stay motivated. Asking this question may be a good way to figure out you need to spend less time with some particular language and concentrate your efforts on something else—this is something I need to remind myself of often since I would easily spend a whole day studying many, many languages that have no practical use for me.
Also, do see the section on this site titled "Language Activities"—by mixing up your language study activities you can avoid exhaustion/burnout.
For a long while, I used Spaced Repetition Systems ("digital flashcards"). Eventually I stopped. While I think it is possible to use these systems effectively, paired with other materials, a language partner, etc. I think that they are not sufficient as a main study method because they present you with lots of "data" without context. While it is possible to add images, sentences, etc. to digital flashcards, at a certian point doing this becomes more of a pain in the ass than a helpful technique. One big resason for this is that you are relying on some software that could break, data that could get corrupted easily, etc.
One thing that classes often do well is drilling students in asking basic questions, e.g. "how do you write XYZ?". One problem I've faced in self-study is that I want to jump to more advanced topics and neglect to learn well these basics. One solution to this problem is to make use of a phrase book (or a similar online type of resource, e.g. Field Support Language Survival Kits) early on in your study to quickly get used to using your target language(s), even while not knowing much. By getting very good at using these phrases, you will have a useful launching point for learning more.
Do keep your own notes on what does/doesn't work for you. You can be "scientific" by carefully observing what sorts of approaches do and don't work out for you with each language you study.
Gathered here are links to freely available tools and resources which I have found useful.
There are some things you're going to have to do a lot of, no matter which languages you choose to study. Namely, you're going to have to find out more information about your target language. You should thus become proficient at pronunciation, dictionary/reference lookup and/or digital input.
Pronunciation mainly matters for those that care about spoken languages (i.e. normal, social people), but having intelligible pronunciation can be very helpful for talking about "dead" languages at well. Knowing the "meta-vocabulary" to talk about a language can be helpful for getting new information about it from people who are already proficient in it. One trick I've learned to quickly get a decent grasp on pronunciation is to search YouTube or some other site for a "Top 100 Words in XYZ" type video. You can then watch a native speaker go through some basic vocabulary, greetings, etc. and take note of how some very common words are pronounced and how they correspond to orthography. For learning a language where no patient native speakers are available, this is very helpful. Another thing I've found helpful is to listen to some broadcast like Voice of America that is saying stuff you expect. That's right—you listen to American/Western propaganda (or whatever you are familiar with) so you already know the meanings being presented, get a lot of cognates, and then are just left with the problem of how to re-assemble these parts. All the while, you are training your listening comprehension and pronunciation.
Dictionary lookup is a good skill to develop toward the relative beginning of your language learning journey for some given language. (As you advance you will need the "crutch" of a dictionary less and less because you will be able to look up stuff in your target language.) For languages using unfamiliar script(s), dictionary look up might be a non-trivial thing to learn. You will probably have to learn the equivalent of "alphabetic order" for whatever your target language(s) are. I still like to have paper dictionaries on hand because often they have nice/pretty typesetting and richer grammatical information in them than ad-spammed online resources. Information dense dictionaries can help you identify and internalize patterns quickly, as you can see how words you already know are classified into generalizable patterns. On my site here, I have some content on specific writing systems (e.g. this article on Chinese Characters).
The most important thing I look for in lexical resources (e.g. dictionaries) is either (1) completeness of information (e.g. for a European language, indicating declension or conjugations patterns) and if possible, (2) lots of example sentences. Often better than any explanation of how some grammar thing works is the form in question in actual use. Many freely accessible (as in beer, not freedom) websites provide useful dictionaries in many languages. For instance, I often use Naver's dictionaries, which are available for English, Korean, Chinese, Japanese...
To train ourselves up in any skill, varying our activities is one way to keep things interesting and also focus on improving in different areas. A person seeking all-around bodily fitness will likely do more leg intense exercises one day ("leg day"), more arm-intense exercises another day, etc. Similarly, a musician might play more than one instrument, focus on ear training for some time and then work on fingering techniques that train some technical aspect of playing an instrument...
Similarly, in studying languages, you can find many "language activities" to reinforce the core skills of speaking, listening, reading, and writing. Some examples,
Above, I list just four activities you might try, but you can of course find many more by asking successful second language learners or hunting around books and websites. No matter where you are—going for a hike/walk, in a cabin in the woods with no Internet, sitting in front of a laptop—provided you have access to the appropriate tools and materials (e.g. dictionaries) you can find many language-learning activities to do to train your skills.